Clay render linked objects in 2.8
You can also do this without any addon.
Just use the Material Override option in Cycles.
It will render all objects with the selected material.

1) Create your Clay material.
2) Select it in the Material Override panel.
3) Select how many samples you want to render (0 will use the scene settings)  

Material Override with a material selected.


Material Override currently works in Cycles only, Eevee doesn't support this feature.